Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48316.05 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44254.45 Kr¶

PnL: ---------------------------------------> -801.55 Kr¶

DD now: ---------------------------------> -9.044 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:17:34.177481'

Anic Portfolio¶

Today¶

Return: 0.005 %¶

This Week¶

Return: -2.002 %¶

Total portfolio value¶

Return including deposits: 58.174 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.320000 1623.240000 154.240000 10.500000 1468.999998
Hexatronic Group 12 5.510000 1052.160000 85.160000 8.810000 966.999996
Hoist Finance 35 -0.350000 1009.750000 29.750000 3.040000 980.000000
OX2 13 -0.200000 969.800000 19.800000 2.080000 949.999999
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.860000 986.400000 13.400000 1.380000 972.999996
BioGaia B 8 3.420000 942.400000 12.400000 1.330000 930.000000
Gränges 9 2.060000 935.100000 7.100000 0.770000 927.999999
HEXPOL B 9 1.690000 1026.000000 5.000000 0.490000 1020.999996
VEF 909 1.290000 1854.360000 4.360000 0.240000 1850.000436
Sagax B 4 0.230000 857.600000 3.600000 0.420000 854.000000
JM 6 -1.100000 862.800000 -1.200000 -0.140000 864.000000
Sagax A 4 0.000000 852.000000 -2.000000 -0.230000 854.000000
AcadeMedia 8 -0.200000 399.200000 -2.800000 -0.700000 402.000000
Bilia A 8 1.460000 891.200000 -8.800000 -0.980000 900.000000
Byggmax Group 33 2.220000 941.160000 -14.840000 -1.550000 956.000001
Atrium Ljungberg B 5 -4.870000 918.000000 -17.000000 -1.820000 935.000000
Catena 2 -3.410000 770.000000 -22.000000 -2.780000 792.000000
Addnode Group B 11 2.190000 898.150000 -22.850000 -2.480000 921.000003
Biotage 7 -1.280000 917.700000 -23.300000 -2.480000 940.999997
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.360000 750.300000 -28.700000 -3.680000 779.000001
SKF B 5 1.000000 909.250000 -30.750000 -3.270000 940.000000
Alimak Group 11 1.370000 895.400000 -32.600000 -3.510000 927.999996
EQT 4 0.680000 798.600000 -33.400000 -4.010000 832.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Latour B 4 0.890000 813.200000 -43.800000 -5.110000 857.000000
Vitec Software Group B 2 1.970000 1037.000000 -50.000000 -4.600000 1087.000000
Platzer Fastigheter Holding B 12 -0.530000 903.600000 -57.400000 -5.970000 960.999996
Bufab 3 1.330000 1048.800000 -60.200000 -5.430000 1109.000001
Indutrade 5 0.000000 1153.000000 -65.000000 -5.340000 1218.000000
Orrön Energy 180 1.150000 1974.600000 -68.400000 -3.350000 2043.000000
Sedana Medical 93 0.000000 2395.680000 -125.320000 -4.970000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.280000 3259.100000 -201.900000 -5.830000 3461.000010
TOTAL 44254.450000 -801.550000 -9.04418% 45056.000411

Updated:¶

'2023-07-07 11:17:52.181963'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶